-99.6%
JNUG vs VT
+268.2%
-367.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +5.6% |
| 7D | +33.5% | +0.4% | +33.2% | +33.1% |
| 30D | -5.9% | -2.6% | -3.3% | -0.7% |
| 3M | -15.1% | -3.2% | -11.9% | -8.4% |
| 6M | -33.5% | +0.9% | -34.4% | -30.2% |
| YTD | -31.0% | +11.3% | -42.3% | -34.3% |
| 1Y | +4.5% | +14.0% | -9.5% | -3.0% |
| 3Y | +454.8% | +75.8% | +378.9% | +195.4% |
| 5Y | +101.7% | +57.8% | +43.9% | +28.3% |
| 10Y | -93.4% | +219.8% | -313.2% | -98.1% |
| All | -99.6% | +268.2% | -367.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling